Predictor-corrector methods of Runge-Kutta type for stochastic differential equations

In this paper we construct predictor-corrector (PC) methods based on the trivial predictor and stochastic implicit Runge-Kutta (RK) correctors for solving stochastic differential equations. Using the colored rooted tree theory and stochastic B-series, the order condition theorem is derived for constructing stochastic RK methods based on PC implementations. We also present detailed order conditions of the PC methods using stochastic implicit RK correctors with strong global order 1.0 and 1.5. A two-stage implicit RK method with strong global order 1.0 and a four-stage implicit RK method with strong global order 1.5 used as the correctors are constructed in this paper. The mean-square stability properties and numerical results of the PC methods based on these two implicit RK correctors are reported.

Solution techniques for transport problems involving steep concentration gradients: application to noncatalytic fluid solid reactions

Some efficient solution techniques for solving models of noncatalytic gas-solid and fluid-solid reactions are presented. These models include those with non-constant diffusivities for which the formulation reduces to that of a convection-diffusion problem. A singular perturbation problem results for such models in the presence of a large Thiele modulus, for which the classical numerical methods can present difficulties. For the convection-diffusion like case, the time-dependent partial differential equations are transformed by a semi-discrete Petrov-Galerkin finite element method into a system of ordinary differential equations of the initial-value type that can be readily solved. In the presence of a constant diffusivity, in slab geometry the convection-like terms are absent, and the combination of a fitted mesh finite difference method with a predictor-corrector method is used to solve the problem. Both the methods are found to converge, and general reaction rate forms can be treated. These methods are simple and highly efficient for arbitrary particle geometry and parameters, including a large Thiele modulus. (C) 2001 Elsevier Science Ltd. All rights reserved.

Kinetic energy conserving integrators for Gaussian thermostatted SLLOD

A new integration scheme is developed for nonequilibrium molecular dynamics simulations where the temperature is constrained by a Gaussian thermostat. The utility of the scheme is demonstrated by its application to the SLLOD algorithm which is the standard nonequilibrium molecular dynamics algorithm for studying shear flow. Unlike conventional integrators, the new integrators are constructed using operator-splitting techniques to ensure stability and that little or no drift in the kinetic energy occurs. Moreover, they require minimum computer memory and are straightforward to program. Numerical experiments show that the efficiency and stability of the new integrators compare favorably with conventional integrators such as the Runge-Kutta and Gear predictor-corrector methods. (C) 1999 American Institute of Physics. [S0021-9606(99)50125-6].

An improved novel method for solving nonlinear boundary value problems

A modified formula for the integral transform of a nonlinear function is proposed for a class of nonlinear boundary value problems. The technique presented in this paper results in analytical solutions. Iterations and initial guess, which are needed in other techniques, are not required in this novel technique. The analytical solutions are found to agree surprisingly well with the numerically exact solutions for two examples of power law reaction and Langmuir-Hinshelwood reaction in a catalyst pellet.

Nonlinear dynamics of a satellite with deployable solar panel arrays

The multibody dynamics of a satellite in circular orbit, modeled as a central body with two hinge-connected deployable solar panel arrays, is investigated. Typically, the solar panel arrays are deployed in orbit using preloaded torsional springs at the hinges in a near symmetrical accordion manner, to minimize the shock loads at the hinges. There are five degrees of freedom of the interconnected rigid bodies, composed of coupled attitude motions (pitch, yaw and roll) of the central body plus relative rotations of the solar panel arrays. The dynamical equations of motion of the satellite system are derived using Kane's equations. These are then used to investigate the dynamic behavior of the system during solar panel deployment via the 7-8th-order Runge-Kutta integration algorithms and results are compared with approximate analytical solutions. Chaotic attitude motions of the completely deployed satellite in circular orbit under the influence of the gravity-gradient torques are subsequently investigated analytically using Melnikov's method and confirmed via numerical integration. The Hamiltonian equations in terms of Deprit's variables are used to facilitate the analysis. (C) 2003 Published by Elsevier Ltd.

Asymmetric MRI magnet design using a hybrid numerical method

This paper describes a hybrid numerical method for the design of asymmetric magnetic resonance imaging magnet systems. The problem is formulated as a field synthesis and the desired current density on the surface of a cylinder is first calculated by solving a Fredholm equation of the first kind. Nonlinear optimization methods are then invoked to fit practical magnet coils to the desired current density. The field calculations are performed using a semi-analytical method. A new type of asymmetric magnet is proposed in this work. The asymmetric MRI magnet allows the diameter spherical imaging volume to be positioned close to one end of the magnet. The main advantages of making the magnet asymmetric include the potential to reduce the perception of claustrophobia for the patient, better access to the patient by attending physicians, and the potential for reduced peripheral nerve stimulation due to the gradient coil configuration. The results highlight that the method can be used to obtain an asymmetric MRI magnet structure and a very homogeneous magnetic field over the central imaging volume in clinical systems of approximately 1.2 m in length. Unshielded designs are the focus of this work. This method is flexible and may be applied to magnets of other geometries. (C) 1999 Academic Press.

Computation of bifurcation boundaries for power systems: A new Delta-plane method

This paper is devoted to the problems of finding the load flow feasibility, saddle node, and Hopf bifurcation boundaries in the space of power system parameters. The first part contains a review of the existing relevant approaches including not-so-well-known contributions from Russia. The second part presents a new robust method for finding the power system load flow feasibility boundary on the plane defined by any three vectors of dependent variables (nodal voltages), called the Delta plane. The method exploits some quadratic and linear properties of the load now equations and state matrices written in rectangular coordinates. An advantage of the method is that it does not require an iterative solution of nonlinear equations (except the eigenvalue problem). In addition to benefits for visualization, the method is a useful tool for topological studies of power system multiple solution structures and stability domains. Although the power system application is developed, the method can be equally efficient for any quadratic algebraic problem.

ANNA: A new prediction method for bioassessment programs

1. Cluster analysis of reference sites with similar biota is the initial step in creating River Invertebrate Prediction and Classification System (RIVPACS) and similar river bioassessment models such as Australian River Assessment System (AUSRIVAS). This paper describes and tests an alternative prediction method, Assessment by Nearest Neighbour Analysis (ANNA), based on the same philosophy as RIVPACS and AUSRIVAS but without the grouping step that some people view as artificial. 2. The steps in creating ANNA models are: (i) weighting the predictor variables using a multivariate approach analogous to principal axis correlations, (ii) calculating the weighted Euclidian distance from a test site to the reference sites based on the environmental predictors, (iii) predicting the faunal composition based on the nearest reference sites and (iv) calculating an observed/expected (O/E) analogous to RIVPACS/AUSRIVAS. 3. The paper compares AUSRIVAS and ANNA models on 17 datasets representing a variety of habitats and seasons. First, it examines each model's regressions for Observed versus Expected number of taxa, including the r(2), intercept and slope. Second, the two models' assessments of 79 test sites in New Zealand are compared. Third, the models are compared on test and presumed reference sites along a known trace metal gradient. Fourth, ANNA models are evaluated for western Australia, a geographically distinct region of Australia. The comparisons demonstrate that ANNA and AUSRIVAS are generally equivalent in performance, although ANNA turns out to be potentially more robust for the O versus E regressions and is potentially more accurate on the trace metal gradient sites. 4. The ANNA method is recommended for use in bioassessment of rivers, at least for corroborating the results of the well established AUSRIVAS- and RIVPACS-type models, if not to replace them.

The composite Euler method for stiff stochastic differential equations

In this paper we present the composite Euler method for the strong solution of stochastic differential equations driven by d-dimensional Wiener processes. This method is a combination of the semi-implicit Euler method and the implicit Euler method. At each step either the semi-implicit Euler method or the implicit Euler method is used in order to obtain better stability properties. We give criteria for selecting the semi-implicit Euler method or the implicit Euler method. For the linear test equation, the convergence properties of the composite Euler method depend on the criteria for selecting the methods. Numerical results suggest that the convergence properties of the composite Euler method applied to nonlinear SDEs is the same as those applied to linear equations. The stability properties of the composite Euler method are shown to be far superior to those of the Euler methods, and numerical results show that the composite Euler method is a very promising method. (C) 2001 Elsevier Science B.V. All rights reserved.

Control of chaotic instability in a dual-spin spacecraft with dissipation using energy methods

Control of chaotic instability in a rotating multibody system in the form of a dual-spin spacecraft with an axial nutational damper is achieved using an algorithm derived using energy methods. The control method is implemented on two realistic spacecraft parameter configurations which have been found to exhibit chaotic instability when a sinusoidally varying torque is applied to the spacecraft for a range of forcing amplitudes and frequencies. Such a torque, in practice, may arise under malfunction of the control system or from an unbalanced rotor. Chaotic instabilities arising from these torques could introduce uncertainties and irregularities into a spacecraft's attitude and consequently impair pointing accuracy. The control method is formulated from nutational stability results derived using an energy sink approximation for a dual-spin spacecraft with an asymmetric platform and axisymmetric rotor. The effectiveness of the control method is shown numerically and the results are studied by means of time history, phase space, Poincare map, Lyapunov characteristic exponents and Bifurcation diagrams.

New type of dual-channel PAM chlorophyll fluorometer for highly sensitive water toxicity biotests

A new type of dual-channel PAM chlorophyll fluorometer has been developed, which is specialised in the detection of extremely small differences in photosynthetic activity in algae or thylakoids suspensions. In conjunction with standardised algae cultures or isolated thylakoids, the new device provides an ultrasensitive biotest system for detection of toxic substances in water samples. In this report, major features of the new device are outlined and examples of its performance are presented using suspensions of Phaeodactylum tricornutum (diatoms) and of freeze-dried thylakoids of Lactuca sativa (salad). Investigated and reference samples are exposed to the same actinic intensity of pulse-modulated measuring light. The quantum yields are assessed by the saturation pulse method. Clock-triggered repetitive measurements of quantum yield typically display a standard deviation of 0.1%, corresponding to the inhibition induced by 0.02 mug diuron l(-1). Hence, for diuron or compounds with similar toxicity, the detection limit is well below the 0.1 mug l(-1) defined as the limit for the presence of a single toxic substance in water by the European Commission drinking water regulation. The amounts of water and biotest material required for analysis are very small, as a single assay involves two 1 ml samples, each containing ca. 0.5 mug chlorophyll. Both with Phaeodactylum and thylakoids the relationship between inhibition and diuron concentration is strictly linear up to 10% inhibition, with very similar slopes. Apparent inhibition depends on the actinic effect of the measuring light, showing optima at 6 and 4 mumol quanta m(-2) s(-1) with Phaeodactylum and thylakoids, respectively.

A design method for superconducting MRI magnets with ferromagnetic material

The emphasis of this work is on the optimal design of MRI magnets with both superconducting coils and ferromagnetic rings. The work is directed to the automated design of MRI magnet systems containing superconducting wire and both `cold' and `warm' iron. Details of the optimization procedure are given and the results show combined superconducting and iron material MRI magnets with excellent field characteristics. Strong, homogeneous central magnetic fields are produced with little stray or external field leakage. The field calculations are performed using a semi-analytical method for both current coil and iron material sources. Design examples for symmetric, open and asymmetric clinical MRI magnets containing both superconducting coils and ferromagnetic material are presented.

Lateralization of speech production using verbal/manual dual tasks: meta-analysis of sex differences and practice effects

The present paper reviews the findings of 30 years of verbal/manual dual task studies, the method most commonly used to assess lateralization of speech production in non-clinical samples. Meta-analysis of 64 results revealed that both the type of manual task used and the nature of practice that is given influence the size of the laterality effect. A meta-analysis of 36 results examining the effect size of sex differences in estimate,, of lateralization of speech production indicated that males appear to show, slightly larger laterality effects than females. (C) 2002 Elsevier Science Ltd. All rights reserved.

Geometric nonlinear analysis of thin plates by a refined nonlinear non-conforming triangular plate element

Based on the refined non-conforming element method for geometric nonlinear analysis, a refined nonlinear non-conforming triangular plate element is constructed using the Total Lagrangian (T.L.) and the Updated Lagrangian (U.L.) approach. The refined nonlinear non-conforming triangular plate element is based on the Allman's triangular plane element with drilling degrees of freedom [1] and the refined non-conforming triangular plate element RT9 [2]. The element is used to analyze the geometric nonlinear behavior of plates and the numerical examples show that the refined non-conforming triangular plate element by the T.L. and U.L. approach can give satisfactory results. The computed results obtained from the T.L. and U.L. approach for the same numerical examples are somewhat different and the reasons for the difference of the computed results are given in detail in this paper. © 2003 Elsevier Science Ltd. All rights reserved.

A new wavelet-based adaptive method for solving population balance equations

A new wavelet-based adaptive framework for solving population balance equations (PBEs) is proposed in this work. The technique is general, powerful and efficient without the need for prior assumptions about the characteristics of the processes. Because there are steeply varying number densities across a size range, a new strategy is developed to select the optimal order of resolution and the collocation points based on an interpolating wavelet transform (IWT). The proposed technique has been tested for size-independent agglomeration, agglomeration with a linear summation kernel and agglomeration with a nonlinear kernel. In all cases, the predicted and analytical particle size distributions (PSDs) are in excellent agreement. Further work on the solution of the general population balance equations with nucleation, growth and agglomeration and the solution of steady-state population balance equations will be presented in this framework. (C) 2002 Elsevier Science B.V. All rights reserved.